+584.9%
XYZ vs PEGA
+97.3%
+487.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.1% |
| 7D | -1.1% | +0.1% | -1.1% | -1.4% |
| 30D | +11.5% | -4.1% | +15.6% | +13.7% |
| 3M | +1.8% | -2.8% | +4.6% | +2.0% |
| 6M | +21.2% | -0.4% | +21.7% | +16.9% |
| YTD | +29.9% | -45.4% | +75.3% | +77.7% |
| 1Y | +35.8% | -42.6% | +78.4% | +78.3% |
| 3Y | +62.6% | +45.4% | +17.2% | -12.2% |
| 5Y | -62.8% | -44.6% | -18.2% | -56.7% |
| All | +584.9% | +97.3% | +487.5% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling